First and foremost, and I realize that it was not one of the terms from your question, you must understand metadata. Succinctly, and stolen from Wikipedia, metadata is data about data. That is to say that metadata contains information about a piece of data. For example, if I own a car then I have a set of information about the car but which is not part of the car itself. Information such as the registration number, make, model, year of manufacture, insurance information, and so on. All of that information is collectively referred to as the metadata. In Linux and UNIX file systems metadata exists at multiple levels of organization as you will see.
The superblock is essentially file system metadata and defines the file system type, size, status, and information about other metadata structures (metadata of metadata). The superblock is very critical to the file system and therefore is stored in multiple redundant copies for each file system. The superblock is a very "high level" metadata structure for the file system. For example, if the superblock of a partition, /var, becomes corrupt then the file system in question (/var) cannot be mounted by the operating system. Commonly in this event fsck is run and will automatically select an alternate, backup copy of the superblock and attempt to recover the file system. The backup copies themselves are stored in block groups spread through the file system with the first stored at a 1 block offset from the start of the partition. This is important in the event that a manual recovery is necessary. You may view information about superblock backups with the command dumpe2fs /dev/foo | grep -i superblock
which is useful in the event of a manual recovery attempt. Let us suppose that the dumpe2fs command outputs the line Backup superblock at 163840, Group descriptors at 163841-163841. We can use this information, and additional knowledge about the file system structure, to attempt to use this superblock backup: /sbin/fsck.ext3 -b 163840 -B 1024 /dev/foo. Please note that I have assumed a block size of 1024 bytes for this example.
An inode exists in, or on, a file system and represents metadata about a file. For clarity, all objects in a Linux or UNIX system are files; actual files, directories, devices, and so on. Please note that, among the metadata contained in an inode, there is no file name as humans think of it, this will be important later. An inode contains essentially information about ownership (user, group), access mode (read, write, execute permissions) and file type.
A dentry is the glue that holds inodes and files together by relating inode numbers to file names. Dentries also play a role in directory caching which, ideally, keeps the most frequently used files on-hand for faster access. File system traversal is another aspect of the dentry as it maintains a relationship between directories and their files.
A file. in addition to being what humans typically think of when presented with the word, is really just a block of logically related arbitrary data. Comparatively very dull considering all of the work done (above) to keep track of them.
I fully realize that a few sentences do not provide a full explanation of any of these concepts so please feel free to ask for additional details when and where necessary.